Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a skillet, heat the olive oil over medium heat. Add the chopped onion and sauté until translucent, about 3-4 minutes.
Stir in the minced garlic and cook for an additional minute until fragrant.
Add the chopped spinach to the skillet, stirring until wilted. Season with salt, pepper, and nutmeg (if using), then remove from heat and let cool slightly.
In a mixing bowl, combine the sautéed spinach mixture with the crumbled feta and softened cream cheese. Mix well until combined.
On a lightly floured surface, roll out the puff pastry sheet to smooth it out. Cut it into squares, approximately 4x4 inches in size.
Place a spoonful of the spinach and feta mixture in the center of each pastry square.
Fold the corners of the pastry over the filling to form a pocket and seal the edges by pressing with a fork or your fingers.
Brush the tops of the puffs with beaten egg for a golden finish.
Place the puffs on the prepared baking sheet and bake for 15-20 minutes, or until golden brown and puffed.
Allow to cool slightly before serving. Enjoy warm!